Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Michael Soucek : Citation Profile


Are you Michael Soucek?

Europa-Universität Viadrina Frankfurt (Oder)

5

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   2 years (2013 - 2015). See details.
   Cites by year: 27
   Journals where Michael Soucek has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 3 (5.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso404
   Updated: 2018-02-17    RAS profile: 2014-08-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Soucek.

Is cited by:

Degiannakis, Stavros (4)

Filis, George (4)

Manera, Matteo (4)

Sharma, Susan (2)

Hecq, Alain (2)

Narayan, Paresh (2)

Nicolini, Marcella (2)

Guardabascio, Barbara (2)

Misund, BÃ¥rd (2)

DE TRUCHIS, Gilles (2)

Xia, Xiao-Hua (2)

Cites to:

Bollerslev, Tim (17)

Andersen, Torben (16)

Hammoudeh, Shawkat (15)

Corsi, Fulvio (14)

McAleer, Michael (14)

Diebold, Francis (12)

Lunde, Asger (8)

Hansen, Peter (8)

Bubak, Vit (7)

Barndorff-Nielsen, Ole (6)

Tansuchat, Roengchai (6)

Main data


Where Michael Soucek has published?


Journals with more than one article published# docs
Energy Economics2

Recent works citing Michael Soucek (2018 and 2017)


YearTitle of citing document
2017Testing for Extreme Volatility Transmission with Realized Volatility Measures. (2017). Tokpavi, Sessi ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles ; Boucher, Christophe . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-20.

Full description at Econpapers || Download paper

2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

Full description at Econpapers || Download paper

2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

Full description at Econpapers || Download paper

2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

Full description at Econpapers || Download paper

2017Forecasting the oil futures price volatility: A new approach. (2017). Ma, Feng ; Chen, Wang ; Huang, Dengshi ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:560-566.

Full description at Econpapers || Download paper

2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

Full description at Econpapers || Download paper

2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

Full description at Econpapers || Download paper

2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

Full description at Econpapers || Download paper

2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

Full description at Econpapers || Download paper

2017A vector heterogeneous autoregressive index model for realized volatility measures. (2017). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:337-344.

Full description at Econpapers || Download paper

2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Hotta, Luiz ; Ruiz, Esther ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

Full description at Econpapers || Download paper

2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

Full description at Econpapers || Download paper

2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

Full description at Econpapers || Download paper

2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

Full description at Econpapers || Download paper

2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong . In: MPRA Paper. RePEc:pra:mprapa:76282.

Full description at Econpapers || Download paper

2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

Full description at Econpapers || Download paper

2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Berger, Theo ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep012.

Full description at Econpapers || Download paper

Works by Michael Soucek:


YearTitleTypeCited
2014The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range In: Economic Modelling.
[Full Text][Citation analysis]
article6
2014Realized volatility transmission: The role of jumps and leverage effects In: Economics Letters.
[Full Text][Citation analysis]
article9
2013Crude oil, equity and gold futures open interest co-movements In: Energy Economics.
[Full Text][Citation analysis]
article4
2013Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach In: Energy Economics.
[Full Text][Citation analysis]
article16
2014Overnight information flow and realized volatility forecasting In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2014Realized volatility spillovers in the non-ferrous metal futures market In: Resources Policy.
[Full Text][Citation analysis]
article11
2015Volatility spillovers from international commodity markets to the Australian equity market In: Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2013Economic significance of oil price changes on Russian and Chinese stock markets In: Applied Financial Economics.
[Full Text][Citation analysis]
article5
2014Impact of analyst recommendations on stock returns: Evidence from the German stock market In: Discussion Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team